| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
11:23:49 |
|
0.320
|
0.330
|
CHF |
| Volume |
100,000
|
100,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.320 | ||||
| Diff. absolute / % | -0.02 | -6.25% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1446484003 |
| Valor | 144648400 |
| Symbol | PSP12Z |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bear |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 05/06/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.19% |
| Leverage | 15.50 |
| Delta | -0.32 |
| Gamma | 0.03 |
| Vega | 0.25 |
| Distance to Strike | 6.30 |
| Distance to Strike in % | 4.31% |
| Average Spread | 3.28% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 29,995 CHF |
| Average Sell Value | 30,995 CHF |
| Spreads Availability Ratio | 98.99% |
| Quote Availability | 98.99% |